Estimating confidence regions over bounded domains

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 349-360

  Eklund, Bruno ^a  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

GARCH model; Highest density region; Kernel estimation; Nonlinear grid

Indexed keywords

APPROXIMATION THEORY; CORRELATION METHODS; FUNCTIONS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES;

GARCH MODELS; HIGHEST DENSITY REGIONS; KERNEL ESTIMATION; NONLINEAR GRIDS;

STATISTICAL METHODS;

EID: 17644361966     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.017     Document Type: Article

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